+1.4%
SPGI vs EFX
-9.3%
+10.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | +16.1% | +29.1% | -13.0% | +3.0% |
| 3M | +15.5% | +4.3% | +11.2% | +13.0% |
| 6M | +19.6% | +7.7% | +11.9% | +13.8% |
| YTD | -3.6% | -12.5% | +8.9% | +0.3% |
| All | +1.4% | -9.3% | +10.7% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling